Statistical control for autocorrelated data

Recently, statistical process control (SPC) methodologies have been developed to accommodate autocorrelated data. A primary method to deal with autocorrelated data is the use of residual charts. Although this methodology has the advantage that it can be applied to any autocorrelated data, it needs modeling effort in practice. In addition, the detection capability of the residual chart is not always great. Zhang(1) proposed the EWMAST chart, which is constructed by charting the EWMA statistic for stationary processes to monitor the process mean. The performance among the EWMAST chart, the X chart, the residual X chart and other charts were compared in Zhang(1). In this article, I will compare the EWMAST chart with the residual CUSUM chart and residual EWMA chart as well as the residual X chart and X chart via the average run length.